Create an Azure AI Foundry resource in the Azure Portal
config.yaml
models:
  - name: <Model_NAME>
    provider: azure
    model: <MODEL_ID>
    apiBase: <YOUR_DEPLOYMENT_BASE>
    apiKey: <YOUR_AZURE_API_KEY> # If you use subscription key, try using Azure gateway to rename it apiKey
    env:
      deployment: <YOUR_DEPLOYMENT_NAME>
      apiType: azure-foundry # Or "azure-openai" if using OpenAI models
      apiVersion: 2023-07-01-preview # Azure API version

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Azure OpenAI Service (Alternative)

Get access to the Azure OpenAI service here
Azure OpenAI Service requires a handful of additional parameters to be configured, such as a deployment name and API base URL. To find this information in Azure AI Foundry, first select the model that you would like to connect. Then visit Endpoint > Target URI. For example, a Target URI of https://just-an-example.openai.azure.com/openai/deployments/gpt-4o-july/chat/completions?api-version=2023-03-15-preview would map to the following:
config.yaml
models:
  - name: <MODEL_NAME>
    model: <MODEL_ID>
    provider: azure
    apiBase: https://just-an-example.openai.azure.com
    apiKey: <YOUR_AZURE_API_KEY>
    env:
      apiVersion: <API_VERSION>
      deployment: <MODEL_DEPLOYMENT>
      apiType: azure-openai